+160.4%
ASTS vs FERG
+77.6%
+82.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -6.0% |
| 7D | +0.8% | +9.7% | -8.9% | -5.4% |
| 30D | -22.6% | +15.0% | -37.7% | -29.8% |
| 3M | -54.4% | +3.8% | -58.2% | -55.4% |
| 6M | -56.4% | +10.6% | -67.0% | -59.9% |
| YTD | -55.1% | +17.0% | -72.1% | -60.1% |
| 1Y | -46.9% | +7.1% | -54.0% | -49.7% |
| 3Y | +715.0% | +67.7% | +647.3% | +456.9% |
| All | +160.4% | +77.6% | +82.8% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FERG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling